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TTR (version 0.23-6)

Technical Trading Rules

Description

Functions and data to construct technical trading rules with R.

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Version

Install

install.packages('TTR')

Monthly Downloads

258,960

Version

0.23-6

License

GPL (>= 2)

Issues

25

Pull Requests

2

Stars

341

Forks

100

Maintainer

Joshua Ulrich

Last Published

December 15th, 2019

Functions in TTR (0.23-6)

SNR

Signal to Noise Ratio
rollSFM

Analysis of Running/Rolling/Moving Windows
aroon

Aroon
BBands

Bollinger Bands
OBV

On Balance Volume (OBV)
runSum

Analysis of Running/Rolling/Moving Windows
SMA

Moving Averages
TRIX

Triple Smoothed Exponential Oscillator
TTR

Functions to create Technical Trading Rules (TTR)
TDI

Trend Detection Index
GMMA

Guppy Multiple Moving Averages
SAR

Parabolic Stop-and-Reverse
adjRatios

Split and dividend adjustment ratios
RSI

Relative Strength Index
ROC

Rate of Change / Momentum
ZigZag

Zig Zag
PBands

Construct (optionally further smoothed and centered ) volatility bands around prices
stoch

Stochastic Oscillator / Stochastic Momentum Index
runPercentRank

Percent Rank over a Moving Window
KST

Know Sure Thing
lags

Miscellaneous Tools
ttrc

Technical Trading Rule Composite data
ultimateOscillator

The Ultimate Oscillator
VHF

Vertical Horizontal Filter
DVI

DV Intermediate Oscillator
MFI

Money Flow Index
stockSymbols

Fetch Internet Data
MACD

MACD Oscillator
chaikinAD

Chaikin Accumulation / Distribution
WPR

William's %R
chaikinVolatility

Chaikin Volatility
volatility

Volatility
williamsAD

Williams Accumulation / Distribution
CCI

Commodity Channel Index
CLV

Close Location Value
DonchianChannel

Donchian Channel
EMV

Arms' Ease of Movement Value
CMF

Chaikin Money Flow
ADX

Welles Wilder's Directional Movement Index
CMO

Chande Momentum Oscillator
ATR

True Range / Average True Range
DPO

De-Trended Price Oscillator